Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering)

Karl J. Astrom

ISBN 10: 0486445313 / ISBN 13: 9780486445311

Edité par Dover Publications, 2006

A propos de cet article

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Détails bibliographiques

• Titre: Introduction to Stochastic Control Theory (Dover Books on Electrical Engineering)
• Éditeur: Dover Publications
• Date de parution: 2006
• Langue: anglais
• ISBN à 10 chiffres: 0486445313
• ISBN à 13 chiffres: 9780486445311
• Reliure: paperback
• État de l'article: Good

A propos de ce titre

Synopsis

This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. 1970 edition.

Présentation de l'éditeur

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;
methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and
methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.

As a result, the book represents a blend of new methods in general computational analysis,
and specific, but also generic, techniques for study of systems theory ant its particular
branches, such as optimal filtering and information compression.

- Best operator approximation,
- Non-Lagrange interpolation,
- Generic Karhunen-Loeve transform
- Generalised low-rank matrix approximation
- Optimal data compression
- Optimal nonlinear filtering